Semi-Discrete Optimal Transport: Hardness, Regularization and Numerical Solution

Semi-discrete optimal transport problems, which evaluate the Wasserstein distance between a discrete and a generic (possibly non-discrete) probability measure, are believed to be computationally hard. Even though such problems are ubiquitous in statistics, machine learning and computer vision, however, this perception has not yet received a theoretical justification. To fill this gap, we prove that computing the Wasserstein distance between a discrete probability measure supported on two points and the Lebesgue measure on the standard hypercube is already #P-hard. This insight prompts us to seek approximate solutions for semi-discrete optimal transport problems. We thus perturb the underlying transportation cost with an additive disturbance governed by an ambiguous probability distribution, and we introduce a distributionally robust dual optimal transport problem whose objective function is smoothed with the most adverse disturbance distributions from within a given ambiguity set. We further show that smooth- ing the dual objective function is equivalent to regularizing the primal objective function, and we identify several ambiguity sets that give rise to several known and new regularization schemes. As a byproduct, we discover an intimate relation between semi-discrete optimal transport problems and discrete choice models traditionally studied in psychology and economics. To solve the regularized optimal transport problems efficiently, we use a stochastic gradient descent algorithm with imprecise stochastic gradient oracles. A new convergence analysis reveals that this algorithm improves the best known convergence guarantee for semi-discrete optimal transport problems with entropic regularizers.

Mean-Field methods for Structured Deep-Learning in Computer Vision

Pierre Bruno Baqué

In recent years, Machine Learning based Computer Vision techniques made impressive progress. These algorithms proved particularly efficient for image classification or detection of isolated objects. From a probabilistic perspective, these methods can predict marginals, over single or multiple variables, independently, with high accuracy. However, in many tasks of practical interest, we need to predict jointly several correlated variables. Practical applications include people detection in crowded scenes, image segmentation, surface reconstruction, 3D pose estimation and others. A large part of the research effort in today's computer-vision community aims at finding task-specific solutions to these problems, while leveraging the power of Deep-Learning based classifiers. In this thesis, we present our journey towards a generic and practical solution based on mean-field (MF) inference. Mean-field is a Statistical Physics-inspired method which has long been used in Computer-Vision as a variational approximation to posterior distributions over complex Conditional Random Fields. Standard mean-field optimization is based on coordinate descent and in many situations can be impractical. We therefore propose a novel proximal gradient-based approach to optimizing the variational objective. It is naturally parallelizable and easy to implement. We prove its convergence, and then demonstrate that, in practice, it yields faster convergence and often finds better optima than more traditional mean-field optimization techniques. Then, we show that we can replace the fully factorized distribution of mean-field by a weighted mixture of such distributions, that similarly minimizes the KL-Divergence to the true posterior. Our extension of the clamping method proposed in previous works allows us to both produce a more descriptive approximation of the true posterior and, inspired by the diverse MAP paradigms, fit a mixture of mean-field approximations. We demonstrate that this positively impacts real-world algorithms that initially relied on mean-fields. One of the important properties of the mean-field inference algorithms is that the closed-form updates are fully differentiable operations. This naturally allows to do parameter learning by simply unrolling multiple iterations of the updates, the so-called back-mean-field algorithm. We derive a novel and efficient structured learning method for multi-modal posterior distribution based on the Multi-Modal Mean-Field approximation, which can be seamlessly combined to modern gradient-based learning methods such as CNNs. Finally, we explore in more details the specific problem of structured learning and prediction for multiple-people detection in crowded scenes. We then present a mean-field based structured deep-learning detection algorithm that provides state of the art results on this dataset.

EPFL2018

Trust-region methods based on radial basis functions with application to biomedical imaging

Rodrigue Oeuvray

We have developed a new derivative-free algorithm based on Radial Basis Functions (RBFs). Derivative-free optimization is an active field of research and several algorithms have been proposed recently. Problems of this nature in the industrial setting are quite frequent. The reason is that in a number of applications the optimization process contains simulation packages which are treated as black boxes. The development of our own algorithm was originally motivated by an application in biomedical imaging: the medical image registration problem. The particular characteristics of this problem have incited us to develop a new optimization algorithm based on trust-region methods. However it has been designed to be generic and to be applied to a wide range of problems. The main originality of our approach is the use of RBFs to build the models. In particular we have adapted the existing theory based on quadratic models to our own models and developed new procedures especially designed for models based on RBFs. We have tested our algorithm called BOOSTERS against state-of-the-art methods (UOBYQA, NEWUOA, DFO). On the medical image registration problem, BOOSTERS appears to be the method of choice. The tests on problems from the CUTEr collection show that BOOSTERS is comparable to, but not better than other methods on small problems (size 2-20). It is performing very well for medium size problems (20-80). Moreover, it is able to solve problems of dimension 200, which is considered very large in derivative-free optimization. We have also developed a new class of algorithms combining the robustness of derivative-free algorithms with the faster rate of convergence characterizing Newtonlike-methods. In fact, they define a new class of algorithms lying between derivative-free optimization and quasi-Newton methods. These algorithms are built on the skeleton of our derivative-free algorithm but they can incorporate the gradient when it is available. They can be interpreted as a way of doping derivative-free algorithms with derivatives. If the derivatives are available at each iteration, then our method can be seen as an alternative to quasi-Newton methods. At the opposite, if the derivatives are never evaluated, then the algorithm is totally similar to BOOSTERS. It is a very interesting alternative to existing methods for problems whose objective function is expensive to evaluate and when the derivatives are not available. In this situation, the gradient can be approximated by finite differences and its costs corresponds to n additional function evaluations assuming that Rn is the domain of definition of the objective function. We have compared our method with CFSQP and BTRA, two gradient-based algorithms, and the results show that our doped method performs best. We have also a theoretical analysis of the medical image registration problem based on maximization of mutual information. Most of the current research in this field is concentrated on registration based on nonlinear image transformation. However, little attention has been paid to the theoretical properties of the optimization problem. In our analysis, we focus on the continuity and the differentiability of the objective function. We show in particular that performing a registration without extension of the reference image may lead to discontinuities in the objective function. But we demonstrate that, under some mild assumptions, the function is differentiable almost everywhere. Our analysis is important from an optimization point of view and conditions the choice of a solver. The usual practice is to use generic optimization packages without worrying about the differentiability of the objective function. But the use of gradient-based methods when the objective function is not differentiable may result in poor performance or even in absence of convergence. One of our objectives with this analysis is also that practitioners become aware of these problems and to propose them new algorithms having a potential interest for their applications.

EPFL2005

Automated Design: A Journey Across Modelling, Optimization, and Education

Cyril Picard

Machine intelligence greatly impacts almost all domains of our societies. It is profoundly changing the field of mechanical engineering with new technical possibilities and processes. The education of future engineers also needs to adapt in terms of techniques and even skills. Using the design of electro-mechanical actuators as a common thread, this work explores the many-facets of automated design: modeling, optimization, and education, and looks for the prerequisites essential to its successful application. The journey starts by building a modular and integrated model. It focuses on the prediction of system-level specifications that yield high added-value for decision-makers and shorten the path from the model to the final product. Combined with multi-objective evolutionary algorithms (MOEAs) and visualization tools, the model forms an automated design tool that helps engineers and decision-makers to rapidly get important insights into their design task. Its potential and benefits are validated through two specific applications. The results, however, also highlight a gap between the reported performance of optimizers on common benchmark problems and the actual performance on these problems. To further develop optimizers, appropriate and realistic benchmark problems are needed. A subset of the integrated design model is used to formulate a new test suite called MODAct, composed of 20 constrained multi-objective optimization problems (CMOPs) with variable levels of complexity. In addition, numerical approaches to evaluate the constraint landscape of CMOPs are introduced and applied to identify the differences in features of MODAct against 45 benchmark problems from literature. Further, the convergence performance of three algorithms on the same problems highlights the key role of constraints and, in particular, the number of simultaneously violated constraints in MODAct problems. In a next step, existing constraint handling strategies suitable for MOEAs along with a newly proposed technique for many-constraint problems are evaluated. Their parameters are tuned for different problems. The performance of the various configurations further highlights the difference between MODAct and other benchmark problems and show the highly competitive results of the proposed constraint handling technique on realistic design problems. As the technical limits are removed, the impact of automated design on the work of future engineers should be considered. On the one hand, the development of professional skills by students working on team project in different settings has been evaluated thanks to 205 students from three classes. Explicitly addressing these skills within the project seems key to support stronger and broader learning, suggesting changes that do not require a full curriculum redesign. On the other hand, nine groups (33 students) have been asked to design an actuator using a conventional approach followed by an automated design approach. The actuators suggested by students using the automated tool outperform the designs obtained through the traditional approach. Six groups even suggest solutions cheaper, three of which are also smaller, than the product of experienced industry engineers. Students proved thus capable of leveraging the tool within a short time. The analysis of their mistakes suggests possible improvements for future tools. As these students leave university, they carry the hope to see such methods spread in industry.

EPFL2021